pm25_RNN.py

# -*- coding: utf-8 -*-
#So，now，Where do you train and when do gradient decent
import theano, theano.tensor as T
import numpy as np
import theano_lstm
import random

from theano_lstm import Embedding, LSTM, RNN, StackedCells, Layer, create_optimization_updates, masked_loss

def softmax(x):
    """
    Wrapper for softmax, helps with
    pickling, and removing one extra
    dimension that Theano adds during
    its exponential normalization.
    """
    return T.nnet.softmax(x.T)

def has_hidden(layer):
    """
    Whether a layer has a trainable
    initial hidden state.
    """
    return hasattr(layer, 'initial_hidden_state')

def matrixify(vector, n):
    return T.repeat(T.shape_padleft(vector), n, axis=0)

def initial_state(layer, dimensions = None):
    """
    Initalizes the recurrence relation with an initial hidden state
    if needed, else replaces with a "None" to tell Theano that
    the network **will** return something, but it does not need
    to send it to the next step of the recurrence
    """
    if dimensions is None:
        return layer.initial_hidden_state if has_hidden(layer) else None
    else:
        return matrixify(layer.initial_hidden_state, dimensions) if has_hidden(layer) else None
    
def initial_state_with_taps(layer, dimensions = None):
    """Optionally wrap tensor variable into a dict with taps=[-1]"""
    state = initial_state(layer, dimensions)
    if state is not None:
        return dict(initial=state, taps=[-1])
    else:
        return None

class Model:
    """
    Simple predictive model for forecasting words from
    sequence using LSTMs. Choose how many LSTMs to stack
    what size their memory should be, and how many
    words can be predicted.
    """
    def __init__(self, hidden_size, input_size, vocab_size, stack_size=1, celltype=LSTM):
        # declare model
        self.model = StackedCells(input_size, celltype=celltype, layers =[hidden_size] * stack_size)
        # add an embedding
        self.model.layers.insert(0, Embedding(vocab_size, input_size))
        # add a classifier:
        self.model.layers.append(Layer(hidden_size, vocab_size, activation = softmax))
        # inputs are matrices of indices,
        # each row is a sentence, each column a timestep
        self._stop_word   = theano.shared(np.int32(999999999), name="stop word")
        self.for_how_long = T.ivector()
        self.input_mat = T.imatrix()
        self.priming_word = T.iscalar()
        self.srng = T.shared_randomstreams.RandomStreams(np.random.randint(0, 1024))
        # create symbolic variables for prediction:(就是做一次整个序列完整的进行预测，得到结果是prediction)
        self.predictions = self.create_prediction()
        # create symbolic variable for greedy search:
        self.greedy_predictions = self.create_prediction(greedy=True)
        # create gradient training functions:
        self.create_cost_fun()
        self.create_training_function()
        self.create_predict_function()
        
    def stop_on(self, idx):
        self._stop_word.set_value(idx)
        
    @property
    def params(self):
        return self.model.params
                                 
    def create_prediction(self, greedy=False):
        def step(idx, *states):
            # new hiddens are the states we need to pass to LSTMs
            # from past. Because the StackedCells also include
            # the embeddings, and those have no state, we pass
            # a "None" instead:
            new_hiddens = [None] + list(states)
            
            new_states = self.model.forward(idx, prev_hiddens = new_hiddens)#这一步更新!!!!
            if greedy:
                new_idxes = new_states[-1]
                new_idx   = new_idxes.argmax()
                # provide a stopping condition for greedy search:
                return ([new_idx.astype(self.priming_word.dtype)] + new_states[1:-1]), theano.scan_module.until(T.eq(new_idx,self._stop_word))
            else:
                return new_states[1:]
        # in sequence forecasting scenario we take everything
        # up to the before last step, and predict subsequent
        # steps ergo, 0 ... n - 1, hence:
        inputs = self.input_mat[:, 0:-1]
        num_examples = inputs.shape[0]
        # pass this to Theano's recurrence relation function:
        
        # choose what gets outputted at each timestep:
        if greedy:
            outputs_info = [dict(initial=self.priming_word, taps=[-1])] + [initial_state_with_taps(layer) for layer in self.model.layers[1:-1]]
            result, _ = theano.scan(fn=step,
                                n_steps=200,
                                outputs_info=outputs_info)
        else:
            outputs_info = [initial_state_with_taps(layer, num_examples) for layer in self.model.layers[1:]]
            result, _ = theano.scan(fn=step,
                                sequences=[inputs.T],
                                outputs_info=outputs_info)
                                 
        if greedy:
            return result[0]
        # softmaxes are the last layer of our network,
        # and are at the end of our results list:
        return result[-1].transpose((2,0,1))
        # we reorder the predictions to be:
        # 1. what row / example
        # 2. what timestep
        # 3. softmax dimension
                                 
    def create_cost_fun (self):
        # create a cost function that
        # takes each prediction at every timestep
        # and guesses next timestep's value:
        what_to_predict = self.input_mat[:, 1:]
        # because some sentences are shorter, we
        # place masks where the sentences end:
        # (for how long is zero indexed, e.g. an example going from `[2,3)`)
        # has this value set 0 (here we substract by 1):
        for_how_long = self.for_how_long - 1
        # all sentences start at T=0:
        starting_when = T.zeros_like(self.for_how_long)
                                 
        self.cost = masked_loss(self.predictions,
                                what_to_predict,
                                for_how_long,
                                starting_when).sum()
        
    def create_predict_function(self):
        self.pred_fun = theano.function(
            inputs=[self.input_mat],
            outputs =self.predictions,
            allow_input_downcast=True
        )
        
        self.greedy_fun = theano.function(
            inputs=[self.priming_word],
            outputs=T.concatenate([T.shape_padleft(self.priming_word), self.greedy_predictions]),
            allow_input_downcast=True
        )
                                 
    def create_training_function(self):
        updates, _, _, _, _ = create_optimization_updates(self.cost, self.params, method="adadelta")#这一步Gradient Decent!!!!
        self.update_fun = theano.function(
            inputs=[self.input_mat, self.for_how_long],
            outputs=self.cost,
            updates=updates,
            allow_input_downcast=True)
        
    def __call__(self, x):
        return self.pred_fun(x)
        
# construct model & theano functions:
model = Model(
    input_size=10,
    hidden_size=10,
    vocab_size=len(vocab),
    stack_size=1, # make this bigger, but makes compilation slow
    celltype=RNN # use RNN or LSTM
)
model.stop_on(vocab.word2index["."])

# train:
for i in range(10000):
    error = model.update_fun(numerical_lines, numerical_lengths)#这一个update_fun函数一调用，就把整个dataset：lines全跑了一遍，就相当于一次epoch learning   
    if i % 100 == 0:
        print("epoch %(epoch)d, error=%(error).2f" % ({"epoch": i, "error": error}))
    if i % 500 == 0:
        print(vocab(model.greedy_fun(vocab.word2index["the"])))
        
'''
1.predict：现在是一个词一predict下一个，改成一个输入结构，predict一个结果，之后再序列地读下一个输入结构就好了，满足应用需求
    这里输入结构就对应了词
    
2.pm25模型构想：之前一小时gfs六要素，当前时刻gfs六要素，之后一小时gfs六要素，当前时刻pm25，
    预测之后一小时pm25；
    之后将预测的pm25作为输入，再迭代下一个小时的pm25；
'''

'''
操作：nn_action = get_nn_action(nn_action_last)
    把上一次的输出当做输入，来做就可以了
    
    改写create_prediction这个函数，还有再注意marked_loss
'''